+463.0%
UL vs ITOT
+885.8%
-422.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.3% |
| 7D | -3.2% | -0.4% | -2.9% | -3.0% |
| 30D | -0.6% | -1.6% | +1.0% | +0.3% |
| 3M | +9.4% | +3.5% | +5.9% | +7.0% |
| 6M | -4.1% | +13.1% | -17.3% | -11.3% |
| YTD | -2.0% | +12.7% | -14.7% | -9.3% |
| 1Y | -9.0% | +18.3% | -27.3% | -18.4% |
| 3Y | +21.8% | +76.4% | -54.6% | -17.0% |
| 5Y | +20.6% | +73.8% | -53.2% | -18.5% |
| 10Y | +67.7% | +301.2% | -233.5% | -38.8% |
| All | +463.0% | +885.8% | -422.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling